Alpha Trading Strategies

Alpha Trading Strategies - News & Blogs

Jason and Michael share a value manager’s perspective on what’s been happening in markets, how they’ve positioned their portfolios in response to the crisis, where they are seeing opportunities, and what’s next for value investing. The post Value investing during market uncertainty appeared first on Investment Magazine.

We often hear the words, “Technical Analysis”. But what exactly does that mean? In this video we first go back to Edwards & Magee in the 1940s, and then come up with our own definition. For us, it’s defined as follows: Technical Analysis is the study of the behavior of the market, and therefore, market […] The post Charting School: What Is Technical Analysis? appeared first on All Star…

Episode #226: Vineer Bhansali, LongTail Alpha, “The Bigger Question To Me Is Not Whether Tail Risk Hedging Is Good Or Bad, But Whether It Is Good Or Bad For Your Current Portfolio Posture” Guest: Vineer Bhansali is Founder and CIO of LongTail Alpha. He has over two decades of […] The post Episode #226: Vineer Bhansali, LongTail Alpha, “The Bigger…

The FICC Market Standards Board Ltd. (FMSB) is a London-based standards body for participants in the wholesale fixed income, currencies, and commodities (FICC) markets. It has been looking into the root causes of market misconduct, and pursuant to that research it recently published a report on the “themes and challenges” in algorithmic trading and machine learning. The author of the…

Short sellers often receive negative publicity when there is a market downturn, but is this really warranted? Are short selling bans (like those that have been implemented in response to the present crisis) effective? In order to understand these questions fully, it's necessary to look a little deeper into the practice of short selling. Within this list of papers, there are several…

Dmitry Borisenko, an independent scholar and a former quantitative analyst at Krauspartner Investment Solutions, posted a complicated article last year with the deceptively simple title, Dissecting Momentum: We Need to Go Deeper. As the title suggests, Borisenko begins with the momentum strategy as a means of reaching alpha. Variables basedRead More

What do we know is fact? Market prices trend. Stocks go up mostly together for a while. And Stocks go down together for a while. Sometimes, they go sideways. It doesn’t matter if you’re a Technical Analyst, fundamental analyst, economist or whether you look at the moon and the stars to make your buy/sell decisions. […]
The post Markets Trend, That’s Why Technical Analysis…

By Hossein Kazemi, Ph.D., CFA, Senior Advisor, CAIA Program Introduction The performance of hedge funds since the Global Financial Crisis (GFC) has been hotly debated in both industry and academic studies. There is strong evidence that the GFC had a profound impact on the structure and the relative performance of theRead More

What do presidential debates and an argument between passive and active investors have in common? They are both thrilling, demand the highest levels of rhetorical skills, don’t change audience opinions, and everyone goes home entertained. While presidential debates remain as exciting as ever, the shrillness of conversation between active and passive investors seems to have Read more [...]

By Dr. Mehrzad Mahdavi, Executive Director, CEO Financial Data Professionals Institute According to a recent WSJ article, (subscription required) many companies have just discovered that AI is not some kind of magic sauce that could be poured over any business process to transform it into a moneymaking machin. The article also points outRead More

From the desk of Steve Strazza @Sstrazza For the week ended Friday, May 29, 2020: Every weekend we publish performance tables for a variety of different asset classes and categories along with commentary on each. This was a special week as Friday marked the end of May which means fresh monthly candlestick data. Analyzing these […]
The post Week In Review (05-29-2020) appeared first on All…

Bull market? Bear market? Sideways market? That is the question on everyone’s minds. We’ve put together the five most important charts we’re monitoring to help answer that question. The first indicator we’re watching is the percentage of Nifty 500 stocks above their 200-day moving average. Generally, if a security is above its 200-day moving average […] The post Five Bull Market Barometers…

JC recently posted some of the best charts from our US Chartbook, so I wanted to share those along with some of the best charts from our India Chartbook. Let’s take a look at what’s going on in the major asset classes. Let’s start with Bonds. Here’s the US 10-Year Note Futures printing their highest […]
The post Monthly Candlestick Preview appeared first on All Star…

Economists have long worried that many of the cutting-edge technologies created in advanced economies will not necessarily benefit developing and emerging economies, owing to vast differences in capital intensity and labor-market conditions. This disconnect could grow even more pronounced in the age of artificial intelligence.

Responding to growing demands for more accountability in the development and deployment of artificial intelligence, public policymakers have signed on to the fashionable push for "ethical AI." Yet by adopting what amounts to a euphemism for inaction, they are playing directly into the industry's hands.

It is no secret that with the digital revolution has come many new forms of addiction, as users chase after social-media "likes" and other online stimuli. But less understood is the extent to which most of the tech industry now relies on behavioral manipulation to maximize profits at the expense of our wellbeing.

In yesterday’s Chart Summit, we spoke a lot about the relative strength in the Nifty Pharma sector. (You can watch the full videos of all the presenters for free.) We got a lot of follow-up questions about a specific stock, Glenmark Pharma, so let’s take a look and assess its absolute and relative trends. Let’s […]
The post Assessing Glenmark Pharma’s Health appeared…

The best part about the end of the month is that there’s always a fresh batch of Monthly Charts waiting for us. We only perform this exercise once the candlesticks are completed, which in this case was Thursday April 30th. It takes me about half an hour to get through them all, which represents roughly […]
The post Monthly Candlestick Review: Crash Edition appeared first on All Star…